market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 23.61% 0.08 CHF 0.10 CHF 125,000 125,000 127,380 127,379 9,546 CHF 12,093 CHF 99.97% 99.97%
19/11/2024 26.97% 0.07 CHF 0.09 CHF 150,000 150,000 148,747 148,747 9,555 CHF 12,530 CHF 99.85% 99.85%
18/11/2024 25.05% 0.08 CHF 0.10 CHF 125,000 125,000 136,395 136,398 9,521 CHF 12,249 CHF 99.91% 99.91%
15/11/2024 16.67% 0.09 CHF 0.11 CHF 125,000 125,000 102,298 102,298 11,319 CHF 13,365 CHF 100.00% 100.00%
14/11/2024 15.96% 0.12 CHF 0.14 CHF 100,000 100,000 95,297 95,296 11,002 CHF 12,908 CHF 99.63% 99.63%
13/11/2024 11.02% 0.16 CHF 0.18 CHF 75,000 75,000 75,000 75,000 12,909 CHF 14,409 CHF 99.95% 99.95%
12/11/2024 8.57% 0.21 CHF 0.23 CHF 75,000 75,000 63,228 63,228 14,037 CHF 15,302 CHF 99.81% 99.81%
11/11/2024 6.54% 0.27 CHF 0.29 CHF 50,000 50,000 50,000 50,000 14,875 CHF 15,875 CHF 99.81% 99.81%
08/11/2024 5.81% 0.29 CHF 0.31 CHF 50,000 50,000 50,000 50,000 16,775 CHF 17,775 CHF 99.83% 99.83%
07/11/2024 3.89% 0.43 CHF 0.45 CHF 50,000 50,000 50,000 50,000 25,671 CHF 26,671 CHF 99.91% 99.91%

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